+298.3%
NSC vs ECL
+196.4%
+101.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -3.4% | +0.4% | -3.9% | -3.7% |
| 30D | +3.6% | +8.6% | -5.0% | -1.3% |
| 3M | -1.4% | +7.9% | -9.3% | -5.8% |
| 6M | +6.0% | +21.0% | -15.1% | -5.9% |
| YTD | +15.5% | +17.5% | -2.0% | +4.2% |
| 1Y | +16.2% | +19.7% | -3.4% | +3.6% |
| 3Y | +76.9% | +77.4% | -0.5% | +21.4% |
| 5Y | +29.3% | +38.7% | -9.4% | +1.9% |
| 10Y | +298.3% | +193.5% | +104.8% | +83.6% |
| All | +298.3% | +196.4% | +101.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling